Publikationen
- 2010
- M. Ehrhardt, "Absorbing boundary condition for hyperbolic systems", Numerical Mathematics: Theory, Methods and Applications, vol. 3, no. 3, pp. 295–337, 2010. Global Science Press.
- G. Alì, A. Bartel, M. Culpo and C. Falco, "Analysis of a PDE thermal element model for electrothermal circuit simulation" in Scientific Computing in Electrical Engineering SCEE 2008, Roos, Janne and Costa, Luis R.J., Eds. Springer Berlin Heidelberg, 2010, pp. 273–280.
- S. Schöps, A. Bartel, H. De Gersem and M. Günther, "DAE-index and convergence analysis of lumped electric circuits refined by 3-d magnetoquasistatic conductor models" in Scientific Computing in Electrical Engineering SCEE 2008, Roos, Janne and Costa, Luis R.J., Eds. Springer Berlin Heidelberg, 2010, pp. 341–348.
- M. Günther and A. Jüngel, "Die Binomialmethode" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 19–47.
- M. Günther and A. Jüngel, "Die Black-Scholes-Gleichung" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 48–99.
- M. Günther and A. Jüngel, "Die Monte-Carlo-Methode" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 100–145.
- M. Striebel, A. Bartel and M. Günther, "Domain decomposition based multirating and its perspective in circuit simulation" in Progress in Industrial Mathematics at ECMI 2008, Fitt, Alistair D. and Norbury, John and Ockendon, Hilary and Wilson, Eddie, Eds. Springer Berlin Heidelberg, 2010, pp. 319–325.
- T. Bechtold, D. Hohlfeld, E. B. Rudnyi and M. Günther, "Efficient extraction of thin-film thermal parameters from numerical models via parametric model order reduction", Journal of Micromechanics and Microengineering, vol. 20, no. 4, pp. 045030, 2010. IOP Publishing.
- M. Günther and A. Jüngel, "Eine kleine Einführung in MATLAB" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 319–331.
- M. Günther and A. Jüngel, "Einige weiterführende Themen" in Finanzderivate mit MATLAB®: Mathematische Modellierung und numerische Simulation, Vieweg+ Teubner, 2010, pp. 227–318.
- G. Alì, A. Bartel and M. Günther, "Existence and uniqueness for an elliptic PDAE model of integrated circuits", SIAM Journal on Applied Mathematics, vol. 70, no. 5, pp. 1587–1610, 2010. Society for Industrial and Applied Mathematics.
- M. Ehrhardt, "Fast numerical methods for waves in periodic media" in Wave Propagation in Periodic Media, Ehrhardt, Matthias, Eds. Bentham Science Publishers, 2010, pp. 135–166.
- M. Günther and A. Jüngel,Finanzderivate mit Matlab: Mathematische Modellierung und Numerische Simulation. 2. Auflage Vieweg+ Teubner, 2010.
ISBN: 978-3-8348-0879-0
- S. Schöps, H. De Gersem and A. Bartel, "Fitting lumped machine models on the fly" in XXI Symposium Electromagnetic Phenomena in Nonlinear Circuits - Proceedings EPNC 2010, PTETiS Publisher Poznań, 2010, pp. 137–138.
- M. Ehrhardt, "Fixed domain transformations and split-step finite difference schemes for nonlinear Black-Scholes equations for American options" in Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, Ehrhardt, Matthias, Eds. Nova Science Publishers, 2010, pp. 243–273.
- G. Alì, G. Mascali and R. Pulch, "Hyperbolic PDAEs for semiconductor devices coupled with circuits" in Scientific Computing in Electrical Engineering SCEE 2008, Roos, Janne and Costa, Luis R.J., Eds. Springer Berlin Heidelberg, 2010, pp. 305–312.
- E. J. W. Maten and M. Günther, "Minisymposium multirate time integration for multiscaled systems" in Progress in Industrial Mathematics at ECMI 2008, Fitt, Alistair D. and Norbury, John and Ockendon, Hilary and Wilson, Eddie, Eds. Springer Berlin Heidelberg, 2010, pp. 317–318.
- M. Ehrhardt, "Modeling boundary conditions for solving stationary Schrödinger equations", Preprint IMACM, 2010. Bergische Universität Wuppertal.
- J. Kienitz, "Monte Carlo Greeks for advanced financial applications- Jump diffusions and (time-Changed) Lévy processes based models", International Review of Applied Financial Issues and Economics, vol. 2, pp. 167–192, 2010. S.E.I.F at Paris.
- C. P. Fries and J. Kienitz, "Monte-Carlo simulation with boundary conditions (with applications to stress testing, CEV and variance-Gamma simulation)", SSRN Electronic Journal, pp. 1–40, 2010. Elsevier.
